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person:"Fitzenberger, Bernd"
type_genre:"Sammlung"
~person:"Dette, Holger"
~person:"Fiorentini, Gabriele"
~person:"Franses, Philip Hans"
~person:"Krämer, Walter"
~subject:"Maximum-Likelihood-Schätzung"
~subject:"Seasonal variations"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Search: subject_exact:"Estimation theory"
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Maximum-Likelihood-Schätzung
Seasonal variations
Zeitreihenanalyse
Estimation theory
155
Schätztheorie
155
Theorie
53
Theory
53
Regression analysis
47
Regressionsanalyse
47
Time series analysis
36
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Statistical test
18
Statistischer Test
18
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9
ARCH-Modell
9
Maximum likelihood estimation
8
Autokorrelation
7
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6
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Estimation
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44
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44
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Fitzenberger, Bernd
Dette, Holger
Fiorentini, Gabriele
Franses, Philip Hans
Krämer, Walter
Gao, Jiti
39
Koopman, Siem Jan
33
Phillips, Peter C. B.
28
Nielsen, Morten Ørregaard
25
Johansen, Søren
23
Maravall Herrero, Agustín
23
Lütkepohl, Helmut
22
Pesaran, M. Hashem
20
Sibbertsen, Philipp
20
Teräsvirta, Timo
19
Gouriéroux, Christian
17
Lucas, André
17
Härdle, Wolfgang
14
Kapetanios, George
14
Hyndman, Rob J.
13
Peng, Bin
13
Sentana, Enrique
13
Swanson, Norman R.
13
Ooms, Marius
12
Blasques, Francisco
11
Gómez, Víctor
11
Koop, Gary
11
Zakoïan, Jean-Michel
11
Bauwens, Luc
10
Linton, Oliver
10
Monfort, Alain
10
Nielsen, Bent
10
Beran, Jan
9
Brännäs, Kurt
9
Cai, Zongwu
9
Dong, Chaohua
9
Fried, Roland
9
Martin, Gael M.
9
Mélard, Guy
9
Schlicht, Ekkehart
9
Spokojnyj, Vladimir G.
9
Taylor, Robert
9
Bailey, Natalia
8
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Report / Econometric Institute, Erasmus University Rotterdam
10
CEMFI working paper
8
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
8
Discussion paper / Tinbergen Institute
7
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4
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2
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2
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1
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Oxford Financial Research Centre economics series
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ECONIS (ZBW)
44
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Specification tests for non-Gaussian structural vector autoregressions
Amengual, Dante
;
Fiorentini, Gabriele
;
Sentana, Enrique
-
2022
Persistent link: https://www.econbiz.de/10013540674
Saved in:
2
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012310522
Saved in:
3
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011797680
Saved in:
4
Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011879517
Saved in:
5
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
-
2018
Persistent link: https://www.econbiz.de/10011893650
Saved in:
6
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Fiorentini, Gabriele
;
Sentana, Enrique
-
2020
Persistent link: https://www.econbiz.de/10012314458
Saved in:
7
Neglected serial correlation tests in UCARIMA models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2014
Persistent link: https://www.econbiz.de/10011408229
Saved in:
8
Consistent non-Gaussian pseudo maximum likelihood estimators
Fiorentini, Gabriele
;
Sentana, Enrique
-
2018
Persistent link: https://www.econbiz.de/10011884227
Saved in:
9
Specification tests for non-Gaussian maximum likelihood estimators
Sentana, Enrique
;
Fiorentini, Gabriele
-
2018
Persistent link: https://www.econbiz.de/10011916573
Saved in:
10
Dynamic specification tests for dynamic factor models
Fiorentini, Gabriele
;
Sentana, Enrique
-
2013
Persistent link: https://www.econbiz.de/10010376711
Saved in:
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